i think there are system hacks that will allow you to get close
He, he, he, he, he....
promaster12 -
First, you need a video card/subsystem that supports hardware accelerated per pixel alpha blending.
Second, you'll need WindowBlinds.
Third, you'll need a WindowBlinds skin which utilizes perpixel borders/frames.
I'd be very surprised if you found a way to get something that looks anything like your screenshot on an XP rig without those 3 steps. If you can achieve that for less than the cost of WindowBlinds, more power to ya.